Make `BarItems` use our line curve for downsampling
Drop all the logic originally in `.update_ds_line()` which is now done internal to our `FastAppendCurve`. Add incremental update of the flattened OHLC -> line curve (unfortunately using `np.concatenate()` for the moment) and maintain a new `._ds_line_xy` arrays tuple which keeps the internal state. Add `.maybe_downsample()` as per the new interaction update method requirement. Draft out some fast path curve stuff like in our line graphic. Short-circuit bars path updates when we downsample to line. Oh, and add a ton more profiling in prep for getting all this stuff faf.big_data_lines
parent
6410c68e2e
commit
5128e4c304
piker/ui
|
@ -31,13 +31,11 @@ from PyQt5.QtCore import QLineF, QPointF
|
|||
# from numba import types as ntypes
|
||||
# from ..data._source import numba_ohlc_dtype
|
||||
|
||||
from .._profile import pg_profile_enabled
|
||||
from .._profile import pg_profile_enabled, ms_slower_then
|
||||
from ._style import hcolor
|
||||
from ..log import get_logger
|
||||
from ._curve import FastAppendCurve
|
||||
from ._compression import (
|
||||
ohlc_to_m4_line,
|
||||
)
|
||||
from ._compression import ohlc_flatten
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from ._chart import LinkedSplits
|
||||
|
@ -46,29 +44,16 @@ if TYPE_CHECKING:
|
|||
log = get_logger(__name__)
|
||||
|
||||
|
||||
def _mk_lines_array(
|
||||
data: list,
|
||||
size: int,
|
||||
elements_step: int = 6,
|
||||
|
||||
) -> np.ndarray:
|
||||
'''
|
||||
Create an ndarray to hold lines graphics info.
|
||||
|
||||
'''
|
||||
return np.zeros_like(
|
||||
data,
|
||||
shape=(int(size), elements_step),
|
||||
dtype=object,
|
||||
)
|
||||
|
||||
|
||||
def lines_from_ohlc(
|
||||
def bar_from_ohlc_row(
|
||||
row: np.ndarray,
|
||||
w: float
|
||||
|
||||
) -> tuple[QLineF]:
|
||||
'''
|
||||
Generate the minimal ``QLineF`` lines to construct a single
|
||||
OHLC "bar" for use in the "last datum" of a series.
|
||||
|
||||
'''
|
||||
open, high, low, close, index = row[
|
||||
['open', 'high', 'low', 'close', 'index']]
|
||||
|
||||
|
@ -178,7 +163,11 @@ def gen_qpath(
|
|||
|
||||
) -> QtGui.QPainterPath:
|
||||
|
||||
profiler = pg.debug.Profiler(disabled=not pg_profile_enabled())
|
||||
profiler = pg.debug.Profiler(
|
||||
msg=f'gen_qpath ohlc',
|
||||
disabled=not pg_profile_enabled(),
|
||||
gt=ms_slower_then,
|
||||
)
|
||||
|
||||
x, y, c = path_arrays_from_ohlc(data, start, bar_gap=w)
|
||||
profiler("generate stream with numba")
|
||||
|
@ -202,7 +191,6 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
def __init__(
|
||||
self,
|
||||
# scene: 'QGraphicsScene', # noqa
|
||||
linked: LinkedSplits,
|
||||
plotitem: 'pg.PlotItem', # noqa
|
||||
pen_color: str = 'bracket',
|
||||
|
@ -211,15 +199,17 @@ class BarItems(pg.GraphicsObject):
|
|||
name: Optional[str] = None,
|
||||
|
||||
) -> None:
|
||||
|
||||
self.linked = linked
|
||||
super().__init__()
|
||||
self.linked = linked
|
||||
# XXX: for the mega-lulz increasing width here increases draw
|
||||
# latency... so probably don't do it until we figure that out.
|
||||
self._color = pen_color
|
||||
self.bars_pen = pg.mkPen(hcolor(pen_color), width=1)
|
||||
self.last_bar_pen = pg.mkPen(hcolor(last_bar_color), width=2)
|
||||
self._array = None
|
||||
|
||||
self._ds_line_xy: Optional[
|
||||
tuple[np.ndarray, np.ndarray]
|
||||
] = None
|
||||
|
||||
# NOTE: this prevents redraws on mouse interaction which is
|
||||
# a huge boon for avg interaction latency.
|
||||
|
@ -232,6 +222,7 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
self._pi = plotitem
|
||||
self.path = QtGui.QPainterPath()
|
||||
self.fast_path = QtGui.QPainterPath()
|
||||
|
||||
self._xrange: tuple[int, int]
|
||||
self._yrange: tuple[float, float]
|
||||
|
@ -246,7 +237,6 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
# downsampler-line state
|
||||
self._in_ds: bool = False
|
||||
self._ds_lines: dict[int, FastAppendCurve] = {}
|
||||
self._ds_line: Optional[FastAppendCurve] = None
|
||||
self._dsi: tuple[int, int] = 0, 0
|
||||
self._xs_in_px: float = 0
|
||||
|
@ -278,96 +268,29 @@ class BarItems(pg.GraphicsObject):
|
|||
)
|
||||
|
||||
# up to last to avoid double draw of last bar
|
||||
self._last_bar_lines = lines_from_ohlc(last, self.w)
|
||||
self._last_bar_lines = bar_from_ohlc_row(last, self.w)
|
||||
|
||||
# trigger render
|
||||
# https://doc.qt.io/qt-5/qgraphicsitem.html#update
|
||||
self.update()
|
||||
|
||||
# self.update_ds_line(ohlc)
|
||||
# assert self._ds_line
|
||||
# self._ds_line.hide()
|
||||
|
||||
self._array = ohlc
|
||||
x, y = self._ds_line_xy = ohlc_flatten(ohlc)
|
||||
self.update_ds_line(x, y)
|
||||
self._ds_xrange = (index[0], index[-1])
|
||||
return self.path
|
||||
|
||||
def get_ds_line(
|
||||
self,
|
||||
ds: Optional[int] = None,
|
||||
|
||||
) -> tuple[FastAppendCurve, int]:
|
||||
|
||||
px_vecs = self.pixelVectors()[0]
|
||||
|
||||
if not px_vecs and self._ds_line:
|
||||
px_vecs = self._ds_line.pixelVectors()[0]
|
||||
|
||||
if px_vecs:
|
||||
xs_in_px = px_vecs.x()
|
||||
ds = round(xs_in_px)
|
||||
else:
|
||||
ds = 0
|
||||
|
||||
return self._ds_line, ds
|
||||
# return self._ds_line.get(ds), ds
|
||||
|
||||
def update_ds_line(
|
||||
self,
|
||||
ohlc: np.ndarray,
|
||||
x,
|
||||
y,
|
||||
|
||||
) -> int:
|
||||
) -> FastAppendCurve:
|
||||
|
||||
# determine current potential downsampling value (based on pixel
|
||||
# scaling) and return any existing curve for it.
|
||||
curve, uppx = self.get_ds_line()
|
||||
# print(f'uppx: {uppx}')
|
||||
|
||||
chart = self.linked.chart
|
||||
if not chart:
|
||||
return
|
||||
else:
|
||||
px_width = round(chart.curve_width_pxs())
|
||||
|
||||
if px_width == 0:
|
||||
return
|
||||
|
||||
# if self._ds_line:
|
||||
# self._pi.removeItem(self._ds_line)
|
||||
|
||||
# log.info(f'current dsi: {self._dsi}')
|
||||
old_dsi = ds_uppx, ds_px_width = self._dsi
|
||||
|
||||
changed = False
|
||||
if (
|
||||
abs(uppx - ds_uppx) >= 4
|
||||
# or not self._in_ds
|
||||
):
|
||||
changed = True
|
||||
if curve:
|
||||
# trigger a full redraw of the curve path since
|
||||
# we have downsampled another "level" using m4.
|
||||
curve.clear()
|
||||
|
||||
ds_uppx, ds_px_width = dsi = (uppx, px_width)
|
||||
self._dsi = dsi
|
||||
|
||||
if changed:
|
||||
log.info(f'sampler change: {old_dsi} -> {dsi}')
|
||||
|
||||
# always refresh data bounds until we get diffing
|
||||
# working properly, see above..
|
||||
x, y = ohlc_to_m4_line(
|
||||
ohlc,
|
||||
px_width=ds_px_width,
|
||||
uppx=ds_uppx,
|
||||
# pretrace=True,
|
||||
|
||||
# activate m4 ds?
|
||||
downsample=True,
|
||||
)
|
||||
curve = self._ds_line
|
||||
|
||||
if not curve:
|
||||
|
||||
# TODO: figuring out the most optimial size for the ideal
|
||||
# curve-path by,
|
||||
# - calcing the display's max px width `.screen()`
|
||||
|
@ -381,16 +304,13 @@ class BarItems(pg.GraphicsObject):
|
|||
curve = FastAppendCurve(
|
||||
y=y,
|
||||
x=x,
|
||||
name='ds',
|
||||
name='OHLC',
|
||||
color=self._color,
|
||||
# color='dad_blue',
|
||||
# use_polyline=True, # pretty sure this is slower?
|
||||
)
|
||||
curve.hide()
|
||||
self._pi.addItem(curve)
|
||||
self._ds_lines[ds_uppx] = curve
|
||||
self._ds_line = curve
|
||||
return curve, ds_uppx
|
||||
return curve
|
||||
|
||||
# TODO: we should be diffing the amount of new data which
|
||||
# needs to be downsampled. Ideally we actually are just
|
||||
|
@ -403,7 +323,7 @@ class BarItems(pg.GraphicsObject):
|
|||
y=y,
|
||||
x=x,
|
||||
)
|
||||
return curve, ds_uppx
|
||||
return curve
|
||||
|
||||
def update_from_array(
|
||||
self,
|
||||
|
@ -424,14 +344,14 @@ class BarItems(pg.GraphicsObject):
|
|||
This routine should be made (transitively) as fast as possible.
|
||||
|
||||
'''
|
||||
# XXX: always do this?
|
||||
# if self._ds_line:
|
||||
# del self._array
|
||||
self._array = ohlc
|
||||
self.update_ds_line(ohlc)
|
||||
profiler = pg.debug.Profiler(
|
||||
disabled=not pg_profile_enabled(),
|
||||
gt=ms_slower_then,
|
||||
)
|
||||
|
||||
# index = self.start_index
|
||||
istart, istop = self._xrange
|
||||
ds_istart, ds_istop = self._ds_xrange
|
||||
|
||||
index = ohlc['index']
|
||||
first_index, last_index = index[0], index[-1]
|
||||
|
@ -440,52 +360,110 @@ class BarItems(pg.GraphicsObject):
|
|||
prepend_length = istart - first_index
|
||||
append_length = last_index - istop
|
||||
|
||||
ds_prepend_length = ds_istart - first_index
|
||||
ds_append_length = last_index - ds_istop
|
||||
|
||||
flip_cache = False
|
||||
|
||||
# TODO: allow mapping only a range of lines thus
|
||||
# only drawing as many bars as exactly specified.
|
||||
# TODO: to make the downsampling faster
|
||||
# - allow mapping only a range of lines thus only drawing as
|
||||
# many bars as exactly specified.
|
||||
# - move ohlc "flattening" to a shmarr
|
||||
# - maybe move all this embedded logic to a higher
|
||||
# level type?
|
||||
|
||||
fx, fy = self._ds_line_xy
|
||||
|
||||
if prepend_length:
|
||||
|
||||
# new history was added and we need to render a new path
|
||||
new_bars = ohlc[:prepend_length]
|
||||
prepend_path = gen_qpath(new_bars, 0, self.w)
|
||||
prepend_bars = ohlc[:prepend_length]
|
||||
|
||||
# XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
|
||||
# y value not matching the first value from
|
||||
# ohlc[prepend_length + 1] ???
|
||||
|
||||
# update path
|
||||
old_path = self.path
|
||||
self.path = prepend_path
|
||||
self.path.addPath(old_path)
|
||||
|
||||
# trigger redraw despite caching
|
||||
self.prepareGeometryChange()
|
||||
if ds_prepend_length:
|
||||
ds_prepend_bars = ohlc[:ds_prepend_length]
|
||||
pre_x, pre_y = ohlc_flatten(ds_prepend_bars)
|
||||
fx = np.concatenate((pre_x, fx))
|
||||
fy = np.concatenate((pre_y, fy))
|
||||
profiler('ds line prepend diff complete')
|
||||
|
||||
if append_length:
|
||||
# generate new lines objects for updatable "current bar"
|
||||
self._last_bar_lines = lines_from_ohlc(ohlc[-1], self.w)
|
||||
|
||||
# generate new graphics to match provided array
|
||||
# path appending logic:
|
||||
# we need to get the previous "current bar(s)" for the time step
|
||||
# and convert it to a sub-path to append to the historical set
|
||||
# new_bars = ohlc[istop - 1:istop + append_length - 1]
|
||||
new_bars = ohlc[-append_length - 1:-1]
|
||||
append_path = gen_qpath(new_bars, 0, self.w)
|
||||
self.path.moveTo(float(istop - self.w), float(new_bars[0]['open']))
|
||||
append_bars = ohlc[-append_length - 1:-1]
|
||||
# print(f'ohlc bars to append size: {append_bars.size}\n')
|
||||
|
||||
if ds_append_length:
|
||||
ds_append_bars = ohlc[-ds_append_length - 1:-1]
|
||||
post_x, post_y = ohlc_flatten(ds_append_bars)
|
||||
# print(f'ds curve to append sizes: {(post_x.size, post_y.size)}')
|
||||
fx = np.concatenate((fx, post_x))
|
||||
fy = np.concatenate((fy, post_y))
|
||||
|
||||
profiler('ds line append diff complete')
|
||||
|
||||
profiler('array diffs complete')
|
||||
|
||||
# does this work?
|
||||
last = ohlc[-1]
|
||||
fy[-1] = last['close']
|
||||
|
||||
# incremental update and cache line datums
|
||||
self._ds_line_xy = fx, fy
|
||||
|
||||
# maybe downsample to line
|
||||
ds = self.maybe_downsample()
|
||||
if ds:
|
||||
# if we downsample to a line don't bother with
|
||||
# any more path generation / updates
|
||||
self._ds_xrange = first_index, last_index
|
||||
profiler('downsampled to line')
|
||||
return
|
||||
|
||||
# path updates
|
||||
if prepend_length:
|
||||
# XXX: SOMETHING IS MAYBE FISHY HERE what with the old_path
|
||||
# y value not matching the first value from
|
||||
# ohlc[prepend_length + 1] ???
|
||||
prepend_path = gen_qpath(prepend_bars, 0, self.w)
|
||||
old_path = self.path
|
||||
self.path = prepend_path
|
||||
self.path.addPath(old_path)
|
||||
profiler('path PREPEND')
|
||||
|
||||
if append_length:
|
||||
append_path = gen_qpath(append_bars, 0, self.w)
|
||||
|
||||
self.path.moveTo(
|
||||
float(istop - self.w),
|
||||
float(append_bars[0]['open'])
|
||||
)
|
||||
self.path.addPath(append_path)
|
||||
|
||||
# trigger redraw despite caching
|
||||
self.prepareGeometryChange()
|
||||
self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
|
||||
flip_cache = True
|
||||
profiler('path APPEND')
|
||||
# fp = self.fast_path
|
||||
# if fp is None:
|
||||
# self.fast_path = append_path
|
||||
|
||||
# else:
|
||||
# fp.moveTo(float(istop - self.w), float(new_bars[0]['open']))
|
||||
# fp.addPath(append_path)
|
||||
|
||||
# self.setCacheMode(QtWidgets.QGraphicsItem.NoCache)
|
||||
# flip_cache = True
|
||||
|
||||
|
||||
self._xrange = first_index, last_index
|
||||
|
||||
# trigger redraw despite caching
|
||||
self.prepareGeometryChange()
|
||||
|
||||
# generate new lines objects for updatable "current bar"
|
||||
self._last_bar_lines = bar_from_ohlc_row(last, self.w)
|
||||
|
||||
# last bar update
|
||||
i, o, h, l, last, v = ohlc[-1][
|
||||
i, o, h, l, last, v = last[
|
||||
['index', 'open', 'high', 'low', 'close', 'volume']
|
||||
]
|
||||
# assert i == self.start_index - 1
|
||||
|
@ -514,7 +492,10 @@ class BarItems(pg.GraphicsObject):
|
|||
# now out of date / from some previous sample. It's weird
|
||||
# though because i've seen it do this to bars i - 3 back?
|
||||
|
||||
profiler('last bar set')
|
||||
|
||||
self.update()
|
||||
profiler('.update()')
|
||||
|
||||
if flip_cache:
|
||||
self.setCacheMode(QtWidgets.QGraphicsItem.DeviceCoordinateCache)
|
||||
|
@ -536,7 +517,20 @@ class BarItems(pg.GraphicsObject):
|
|||
# apparently this a lot faster says the docs?
|
||||
# https://doc.qt.io/qt-5/qpainterpath.html#controlPointRect
|
||||
hb = self.path.controlPointRect()
|
||||
hb_tl, hb_br = hb.topLeft(), hb.bottomRight()
|
||||
hb_tl, hb_br = (
|
||||
hb.topLeft(),
|
||||
hb.bottomRight(),
|
||||
)
|
||||
|
||||
# fp = self.fast_path
|
||||
# if fp:
|
||||
# fhb = fp.controlPointRect()
|
||||
# print((hb_tl, hb_br))
|
||||
# print(fhb)
|
||||
# hb_tl, hb_br = (
|
||||
# fhb.topLeft() + hb.topLeft(),
|
||||
# fhb.bottomRight() + hb.bottomRight(),
|
||||
# )
|
||||
|
||||
# need to include last bar height or BR will be off
|
||||
mx_y = hb_br.y()
|
||||
|
@ -565,7 +559,7 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
)
|
||||
|
||||
def maybe_paint_line(
|
||||
def maybe_downsample(
|
||||
self,
|
||||
x_gt: float = 2.,
|
||||
|
||||
|
@ -583,54 +577,35 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
# this is the ``float`` value of the "number of x units" (in
|
||||
# view coords) that a pixel spans.
|
||||
xvec = self.pixelVectors()[0]
|
||||
if xvec:
|
||||
xs_in_px = xvec.x()
|
||||
else:
|
||||
xs_in_px = self._ds_line.pixelVectors()[0].x()
|
||||
xs_in_px = self._ds_line.x_uppx()
|
||||
|
||||
linked = self.linked
|
||||
|
||||
if (
|
||||
# xs_in_px != self._xs_in_px
|
||||
self._array is not None
|
||||
self._ds_line_xy is not None
|
||||
):
|
||||
# print('refreshing curve')
|
||||
out = self.update_ds_line(self._array)
|
||||
if not out:
|
||||
print("NOTHING!?")
|
||||
return
|
||||
|
||||
curve, ds = out
|
||||
curve = self.update_ds_line(
|
||||
*self._ds_line_xy,
|
||||
)
|
||||
|
||||
if (
|
||||
not self._in_ds
|
||||
and xs_in_px >= x_gt
|
||||
):
|
||||
# TODO: a `.ui()` log level?
|
||||
log.info(f'downsampling to line graphic {linked.symbol.key}')
|
||||
log.info(
|
||||
f'downsampling to line graphic {linked.symbol.key}'
|
||||
)
|
||||
self.hide()
|
||||
# XXX: is this actually any faster?
|
||||
# self._pi.removeItem(self)
|
||||
|
||||
curve, ds = out
|
||||
self._xs_in_px = xs_in_px
|
||||
# curve, ds = self.get_ds_line(ds=0)
|
||||
curve.clear()
|
||||
curve.update()
|
||||
|
||||
curve, out = self.update_ds_line(self._array)
|
||||
|
||||
# curve = self._ds_line
|
||||
# assert last_curve is curve
|
||||
|
||||
# self._pi.addItem(curve)
|
||||
curve.show()
|
||||
curve.update()
|
||||
|
||||
linked.graphics_cycle()
|
||||
self._in_ds = True
|
||||
return True
|
||||
|
||||
elif (
|
||||
self._in_ds
|
||||
|
@ -638,10 +613,7 @@ class BarItems(pg.GraphicsObject):
|
|||
):
|
||||
log.info(f'showing bars graphic {linked.symbol.key}')
|
||||
|
||||
# curve, ds = self.get_ds_line()
|
||||
curve = self._ds_line
|
||||
# assert last_curve is curve
|
||||
curve.clear()
|
||||
curve.hide()
|
||||
# self._pi.removeItem(curve)
|
||||
|
||||
|
@ -651,31 +623,9 @@ class BarItems(pg.GraphicsObject):
|
|||
self.update()
|
||||
|
||||
self._in_ds = False
|
||||
linked.graphics_cycle()
|
||||
|
||||
return True
|
||||
|
||||
# elif (
|
||||
# self._in_ds
|
||||
# and self._dsi != ds
|
||||
# ):
|
||||
# # curve = self._ds_lines.get(ds)
|
||||
# # assert self._ds_line is not curve
|
||||
# if self._ds_line and self._ds_line is not curve:
|
||||
# self._ds_line.hide()
|
||||
|
||||
# if curve:
|
||||
# # self._pi.removeItem(curve)
|
||||
# curve.show()
|
||||
# curve.update()
|
||||
|
||||
# self._ds_line = curve
|
||||
# self._dsi = ds
|
||||
# linked.graphics_cycle()
|
||||
# return True
|
||||
|
||||
# no curve change
|
||||
return False
|
||||
return self._in_ds
|
||||
|
||||
def paint(
|
||||
self,
|
||||
|
@ -690,7 +640,7 @@ class BarItems(pg.GraphicsObject):
|
|||
|
||||
profiler = pg.debug.Profiler(
|
||||
disabled=not pg_profile_enabled(),
|
||||
delayed=False,
|
||||
gt=ms_slower_then,
|
||||
)
|
||||
|
||||
# p.setCompositionMode(0)
|
||||
|
@ -708,6 +658,11 @@ class BarItems(pg.GraphicsObject):
|
|||
p.setPen(self.bars_pen)
|
||||
p.drawPath(self.path)
|
||||
profiler('draw history path')
|
||||
|
||||
# if self.fast_path:
|
||||
# p.drawPath(self.fast_path)
|
||||
# profiler('draw fast path')
|
||||
|
||||
profiler.finish()
|
||||
|
||||
# NOTE: for testing paint frequency as throttled by display loop.
|
||||
|
|
Loading…
Reference in New Issue